+154.8%
SO vs DLTR
+45.9%
+108.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.1% | -9.4% | +8.3% | -0.1% |
| 30D | -3.7% | -7.3% | +3.6% | -3.0% |
| 3M | -5.9% | +7.6% | -13.5% | -6.8% |
| 6M | -7.3% | +1.6% | -8.9% | -8.0% |
| YTD | +3.1% | -3.5% | +6.6% | +2.9% |
| 1Y | -1.0% | +20.0% | -21.0% | -4.1% |
| 3Y | +43.2% | +2.3% | +41.0% | +39.3% |
| 5Y | +59.1% | +31.5% | +27.6% | +43.0% |
| All | +154.8% | +45.9% | +108.9% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling